+27.5%
KWEB vs MLM
+466.1%
-438.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.2% |
| 30D | -8.7% | -6.8% | -1.9% | -6.9% |
| 3M | -4.0% | -11.2% | +7.3% | -1.1% |
| 6M | -13.1% | -21.8% | +8.7% | -7.2% |
| YTD | -23.5% | -17.0% | -6.5% | -20.0% |
| 1Y | -27.2% | -16.4% | -10.8% | -24.1% |
| 3Y | -2.1% | +14.5% | -16.6% | -8.8% |
| 5Y | -40.8% | +41.7% | -82.5% | -48.8% |
| 10Y | -17.5% | +200.0% | -217.5% | -46.6% |
| All | +27.5% | +466.1% | -438.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling